Plex just opens the same Silverlight stream that the web browser uses. So those two methods would really be about the same. I hope that Netflix releases it's own native program someday.
Cause when you don't know something, you ask (ideally).
@blevins321, I always wanted a default program for Netflix on OS X but I doubt this will happen. It is probably easier for them to run through Safari, as a desktop program would require the end-user to constantly update to be current. But when it runs through Safari, the end-user doesn't have to worry about updating as it's all done on the backend.